iSixSigma

R-Square

Definition of R-Square:

A mathematical term describing how much variation is being explained by the X.

Rsq = 1 – SS(regression)/SS(total), Assuming “SS” = Sum Squared error, and that “SS(total)” means the variance in the data. This should be obvious, as R-squared approaches unity as a regression approaches a perfect fit (i.e., Rsq = 1 – sum((data – regression)^2))/sum((data – datamean).^2)).

The R-squared value is the fraction of the variance (not ‘variation’) in the data that is explained by a regression.

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